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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Zhang, Yaojie"
~subject:"Kointegration"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Kointegration
Optionspreistheorie
Volatilität
Forecasting model
9
Prognoseverfahren
9
Volatility
9
ARCH model
7
ARCH-Modell
7
Volatility forecasting
7
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5
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Zhang, Yaojie
Hammoudeh, Shawkat
32
Gupta, Rangan
27
Tiwari, Aviral Kumar
24
Ma, Feng
22
Kang, Sang Hoon
18
Mensi, Walid
17
Bouri, Elie
15
Ji, Qiang
13
Uddin, Mohammed Gazi Salah
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Wang, Yudong
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Yoon, Seong-min
13
Wei, Yu
12
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12
Dai, Zhifeng
11
Shahzad, Syed Jawad Hussain
11
Balcilar, Mehmet
10
Demirer, Rıza
10
McAleer, Michael
10
Sadorsky, Perry A.
10
Shahbaz, Muhammad
10
Wen, Fenghua
10
Zhu, Huiming
10
Lee, Chien-chiang
9
Chang, Chia-Lin
8
Lin, Boqiang
8
Lucey, Brian M.
8
Pierdzioch, Christian
8
Roubaud, David
8
Apergēs, Nikolaos
7
Caporin, Massimiliano
7
Do, Hung Xuan
7
Gong, Xu
7
Nguyen, Duc Khuong
7
Payne, James E.
7
Salisu, Afees A.
7
Ur Rehman, Mobeen
7
Xuan Vinh Vo
7
Yin, Libo
7
Al-Yahyaee, Khamis Hamed
6
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
6
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
Finance research letters
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
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Research in international business and finance
2
Bulletin of economic research
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China finance review international
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial innovation : FIN
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International review of financial analysis
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ECONIS (ZBW)
9
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1
Forecasting the Chinese stock market
volatility
with international market volatilities : the role of regime switching
Zhang, Yaojie
;
Lei, Likun
;
Wei, Yu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
Saved in:
2
Forecasting the oil futures price
volatility
: large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
3
Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng
;
Li, Yu
;
Liu, Li
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
Saved in:
4
Geopolitical risk and oil
volatility
: a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
5
Forecasting oil futures price
volatility
: new evidence from realized range-based
volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
6
Good, bad cojumps and
volatility
forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
7
Out-of-sample prediction of the oil futures market
volatility
: a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
Forecasting oil price
volatility
: forecast combination versus shrinkage method
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
;
Jin, Daxiang
- In:
Energy economics
80
(
2019
),
pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
Saved in:
9
Out-of-sample prediction of Bitcoin realized
volatility
: do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
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